Given the abundance of information in today’s world where everyone could spread propaganda, persuasion, or misleading information freely, it is crucial for everyone, including students, to develop critical listening skill. However, studies found that many English as a Foreign Language (EFL) learners still find difficulties in improving their listening skill. On the other side, captioned video has gained a lot of attention as it is seen to be suitable media for improving listening skill. Therefore, this study attempted to know if captioned video could be beneficial, not only for improving students’ listening skill, but also for their critical listening skill they need in today’s world. This study aims to 1) describe the Indonesian pre-service teachers (PSTs)’ learning experiences in using captioned video during the Critical Listening class, and 2) elaborate on the Indonesian PSTs’ perceptions of using captioned video in the Critical Listening class. Three Indonesian PSTs for English subject were recruited as they had enrolled in a Critical Listening class that implemented captioned video. Using narrative inquiry approach for this qualitative research, their learning experiences as well as their perceptions of using captioned video for critical listening could be explored. Through three data collection methods (narrative frame, interview, and artifacts), it was found that 1) the Indonesian PSTs experienced how a critical listening class should be conducted as the implementation of captioned video in the class reflected the characteristics and the basics to teach critical listening, and 2) all of the Indonesian PSTs thought that using captioned video in the class made it difficult for them to resist the temptation to ignore the caption and using captioned video allowed them to face the modality effect where they had to focus on three different inputs at the same time (the video, the audio, and the caption). This study implies using videos without captions for critical listening in order to prevent the listeners from depending on the captions rather than the listening material and to expose them to real-life critical listening situations.